Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PCS U.S. Employees Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 5.90% | 1.53% | 4.78% | 4.56% | 6.20% | 5.34% | 5.10% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PCS U.S. Employees Savings Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.34 | 5.90 | 1.53 | 4.78 | 4.56 | 6.20 | 5.34 | 5.10 | 1.82 | 13.52 | -12.11 | 5.55 | 16.01 | 19.21 | -6.45 | 12.40 | 3.02 | 2.49 | 3.54 | 15.11 | 10.05 | -1.90 | 7.72 | 17.32 | -17.84 | 9.36 | 10.26 | 6.96 | 7.77 | 21.15 | -6.16 | -3.12 |
| Sharpe Ratio | NA | 0.88 | 0.07 | 0.50 | 0.47 | NA | NA | 0.45 | 0.21 | 1.19 | -0.99 | 0.62 | 0.87 | 2.69 | -0.88 | 3.00 | 0.34 | 0.29 | 0.54 | 2.58 | 1.72 | -0.17 | 0.80 | 1.14 | -1.15 | 0.71 | 1.05 | 0.86 | 0.98 | 2.77 | -0.88 | -0.69 |
| Standard Deviation(%) | NA | 7.75 | 10.39 | 11.83 | 9.90 | NA | NA | 9.68 | 7.44 | 7.82 | 13.60 | 8.96 | 18.20 | 6.62 | 8.82 | 3.92 | 8.31 | 8.56 | 6.52 | 5.84 | 5.83 | 11.48 | 9.56 | 15.11 | 16.24 | 9.00 | 6.68 | 5.55 | 6.97 | 7.39 | 8.27 | 7.88 |
| Draw Down(%) | NA | 7.17 | 20.62 | 21.78 | 21.78 | NA | NA | 31.83 | 1.46 | 7.17 | 19.24 | 4.96 | 21.78 | 3.35 | 12.33 | 1.85 | 7.83 | 7.54 | 6.08 | 4.22 | 4.68 | 11.84 | 8.38 | 16.34 | 27.93 | 6.83 | 7.60 | 4.16 | 6.61 | 6.88 | 12.90 | 12.22 |
| Yield(%) | NA | 3.29 | 3.24 | 2.78 | 2.51 | NA | NA | 2.84 | 0.00 | 3.51 | 2.66 | 3.50 | 2.62 | 1.66 | 3.63 | 0.18 | 2.38 | 2.80 | 2.21 | 2.04 | 2.09 | 2.56 | 1.52 | 3.42 | 3.18 | 5.82 | 5.95 | 2.70 | 2.88 | 2.35 | 2.17 | 3.49 |
Data as of 10/31/2023, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCS U.S. Employees Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-4.62%
Feb 2006 - Feb 2009 |
-0.15%
Feb 2004 - Feb 2009 |
4.34%
Oct 2007 - Oct 2017 |
3.90%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCS U.S. Employees Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
14.18%
Mar 2003 - Mar 2006 |
12.31%
Feb 2009 - Feb 2014 |
8.01%
Feb 2009 - Feb 2019 |
7.03%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart